Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,488,532 : : Positions : :2,940,576 1,227,621 462,139 3,061,283 303,710 673,120 13,227 218,233 285,845 88,150 567,399 : : : : Changes from: June 6, 2017 : : 26,144 30,410 11,058 39,836 7,841 -10,244 -2,785 10,537 7,095 -31,938 -34,575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 22.4 8.4 55.8 5.5 12.3 0.2 4.0 5.2 1.6 10.3 : : : : Number of Traders in Each Category Total Traders: 230 : : 110 97 7 20 21 21 7 20 40 17 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 1,823,490 : : Positions : : 206,369 219,402 27,443 109,738 616,835 106,572 1,452 493,505 10,468 22,218 359,461 : : : : Changes from: June 6, 2017 : : 6,521 9,174 -2,688 7,677 22,173 16,390 -219 4,164 -1,685 1,829 21,275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.3 12.0 1.5 6.0 33.8 5.8 0.1 27.1 0.6 1.2 19.7 : : : : Number of Traders in Each Category Total Traders: 90 : : 39 36 7 11 18 5 5 10 11 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 200,249 : : Positions : : 97,318 175,190 71,581 10,790 4,236 5,194 3,727 1,947 4,584 0 1,054 : : : : Changes from: June 6, 2017 : : 245 -52 -765 -874 503 152 1,262 38 458 -98 346 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 87.5 35.7 5.4 2.1 2.6 1.9 1.0 2.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 24 4 . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 98,660 : : Positions : : 88,683 69,750 2,492 21,721 1,821 0 0 0 130 584 211 : : : : Changes from: June 6, 2017 : : 2,078 1,266 -61 940 61 0 0 0 130 0 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 70.7 2.5 22.0 1.8 0.0 0.0 0.0 0.1 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 218,955 : : Positions : : 157,793 70,545 25,264 119,719 18,583 799 0 1,808 895 305 154 : : : : Changes from: June 6, 2017 : : 2,884 -1,944 126 5,271 -662 260 0 -48 206 305 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 32.2 11.5 54.7 8.5 0.4 0.0 0.8 0.4 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 16 5 7 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 1,033,006 : : Positions : : 941,882 184,007 21,016 766,975 48,782 0 792 3,716 1,434 17,192 5,928 : : : : Changes from: June 6, 2017 : : -11,312 -11,233 59 12 1,735 0 89 -305 -151 1,241 451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 17.8 2.0 74.2 4.7 0.0 0.1 0.4 0.1 1.7 0.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 38 22 6 9 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 467,317 : : Positions : : 386,733 326,158 27,828 102,778 29,658 0 0 0 6,577 1,403 155 : : : : Changes from: June 6, 2017 : : 15,342 2,087 -913 11,916 -5,559 0 0 0 239 1,403 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 69.8 6.0 22.0 6.3 0.0 0.0 0.0 1.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 29 33 4 9 7 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 386,038 : : Positions : : 315,367 265,163 27,158 90,192 23,590 685 0 1,452 204 3 413 : : : : Changes from: June 6, 2017 : : 9,644 8,205 -3,972 -1,629 1,763 -544 0 -100 -835 3 258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 68.7 7.0 23.4 6.1 0.2 0.0 0.4 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 28 5 8 11 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 186,920 : : Positions : : 154,885 103,829 21,911 73,465 3,025 1,002 0 1,013 575 0 336 : : : : Changes from: June 6, 2017 : : 4,253 7,617 8,126 2,889 -365 1,002 -523 -136 575 -142 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 55.5 11.7 39.3 1.6 0.5 0.0 0.5 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 22 . 9 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 100,961 : : Positions : : 68,845 83,988 20,233 3,526 2,463 99 1,967 980 5,201 2,264 1,166 : : : : Changes from: June 6, 2017 : : 4,805 35 -132 0 0 -2,260 90 918 797 1,492 -394 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 83.2 20.0 3.5 2.4 0.1 1.9 1.0 5.2 2.2 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 30,457 : : Positions : : 28,815 23,820 0 6,337 0 0 0 0 0 0 0 : : : : Changes from: June 6, 2017 : : 4,440 4,378 0 62 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 78.2 0.0 20.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 98,145 : : Positions : : 75,223 34,203 10,022 53,326 2,908 882 0 1,071 0 279 0 : : : : Changes from: June 6, 2017 : : 949 -310 0 1,863 -428 518 0 -266 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 34.8 10.2 54.3 3.0 0.9 0.0 1.1 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 6 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 161,249 : : Positions : : 122,564 77,154 25,411 76,439 5,763 0 0 0 0 0 0 : : : : Changes from: June 6, 2017 : : 1,295 1,886 678 87 -670 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 47.8 15.8 47.4 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 16 5 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 67,750 : : Positions : : 61,625 44,645 0 18,419 549 0 0 0 0 0 0 : : : : Changes from: June 6, 2017 : : 152 -62 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 65.9 0.0 27.2 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 16,918 : : Positions : : 14,428 14,686 0 720 0 420 810 0 990 0 0 : : : : Changes from: June 6, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 86.8 0.0 4.3 0.0 2.5 4.8 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 593,422 : : Positions : : 431,556 199,327 62,226 337,392 39,131 10,350 3,921 3,291 38,510 2,059 30 : : : : Changes from: June 6, 2017 : : 2,144 1,280 5,246 6,665 -2,374 1,143 -2,797 -831 -1,286 1,571 -915 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 33.6 10.5 56.9 6.6 1.7 0.7 0.6 6.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 75 : : 45 42 7 9 10 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 118,803 : : Positions : : 86,207 65,356 7,359 26,026 16,093 0 1,661 0 0 58 403 : : : : Changes from: June 6, 2017 : : -2,302 -3,327 -308 368 736 -1,331 0 -418 0 -342 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 55.0 6.2 21.9 13.5 0.0 1.4 0.0 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . 5 6 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 75,702 : : Positions : : 37,489 47,329 30,639 19,314 5,223 0 0 0 0 204 372 : : : : Changes from: June 6, 2017 : : -62 -62 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 62.5 40.5 25.5 6.9 0.0 0.0 0.0 0.0 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 10 6 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 97,406 : : Positions : : 84,864 68,297 3,672 17,661 7,646 0 0 0 0 0 0 : : : : Changes from: June 6, 2017 : : -1,968 -1,968 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 70.1 3.8 18.1 7.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 127,692 : : Positions : : 76,793 101,319 10,690 16,284 669 27,086 4,290 0 11,520 4,020 0 : : : : Changes from: June 6, 2017 : : -2,058 -1,968 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 79.3 8.4 12.8 0.5 21.2 3.4 0.0 9.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 71 : : 14 38 . 4 . 4 . 0 4 7 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 108,040 : : Positions : : 105,608 103,143 1,434 0 0 0 0 0 0 1,088 0 : : : : Changes from: June 6, 2017 : : 3,092 3,336 372 0 0 0 0 0 0 248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 95.5 1.3 0.0 0.0 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 22 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 264,313 : : Positions : : 187,407 213,795 44,155 22,739 18,744 50 0 901 2,769 589 0 : : : : Changes from: June 6, 2017 : : 6,462 -2,862 -1,132 7,472 -4,831 -1,011 0 274 31 589 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 80.9 16.7 8.6 7.1 0.0 0.0 0.3 1.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 28 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 123,426 : : Positions : : 109,434 97,441 0 14,679 7,431 422 0 1,687 0 0 0 : : : : Changes from: June 6, 2017 : : 2,897 3,626 0 604 -360 422 -431 493 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 78.9 0.0 11.9 6.0 0.3 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 17 0 6 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 141,944 : : Positions : : 97,722 129,447 29,230 3,053 2,475 0 419 798 4,067 0 0 : : : : Changes from: June 6, 2017 : : 1,123 2,191 1,221 0 0 -311 419 157 333 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 91.2 20.6 2.2 1.7 0.0 0.3 0.6 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 124,748 : : Positions : : 86,448 115,052 24,763 5,164 2,110 0 0 0 0 0 0 : : : : Changes from: June 6, 2017 : : -1,355 -660 302 35 454 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 92.2 19.9 4.1 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 64,236 : : Positions : : 62,516 63,362 750 510 0 0 0 0 240 0 0 : : : : Changes from: June 6, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 98.6 1.2 0.8 0.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 113,443 : : Positions : : 86,192 90,065 4,786 6,534 12,945 0 0 0 802 0 310 : : : : Changes from: June 6, 2017 : : 4,941 1,263 -2,347 1,032 276 0 0 0 494 0 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 79.4 4.2 5.8 11.4 0.0 0.0 0.0 0.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 157,406 : : Positions : : 107,858 87,593 13,137 30,457 18,750 0 278 7,801 0 1,935 167 : : : : Changes from: June 6, 2017 : : 505 3,603 0 -2,874 0 0 278 953 0 374 167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 55.6 8.3 19.3 11.9 0.0 0.2 5.0 0.0 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 17 . 5 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 18,130 : : Positions : : 15,689 15,370 281 720 420 0 0 0 0 1,140 0 : : : : Changes from: June 6, 2017 : : 744 744 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 84.8 1.5 4.0 2.3 0.0 0.0 0.0 0.0 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 24,441 : : Positions : : 12,987 22,981 8,142 0 0 420 0 0 2,130 210 0 : : : : Changes from: June 6, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 94.0 33.3 0.0 0.0 1.7 0.0 0.0 8.7 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 179,240 : : Positions : : 93,621 129,636 58,256 28,683 5,968 1,812 2,205 214 12,576 2,181 600 : : : : Changes from: June 6, 2017 : : 2,533 5,599 2,894 604 488 90 -833 214 -73 -520 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 72.3 32.5 16.0 3.3 1.0 1.2 0.1 7.0 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 23 4 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 85,304 : : Positions : : 64,578 58,143 402 10,837 7,801 525 0 0 0 0 0 : : : : Changes from: June 6, 2017 : : -798 874 -3 -218 -117 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 68.2 0.5 12.7 9.1 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 99,050 : : Positions : : 55,755 80,853 34,125 13,317 388 0 0 0 0 0 0 : : : : Changes from: June 6, 2017 : : 1,421 -520 -686 494 18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 81.6 34.5 13.4 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 12 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 62,268 : : Positions : : 28,638 38,562 16,018 9,599 7,808 0 617 0 2,043 0 0 : : : : Changes from: June 6, 2017 : : -31 341 214 -246 0 0 617 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 61.9 25.7 15.4 12.5 0.0 1.0 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 31,460 : : Positions : : 28,664 30,710 0 330 0 0 0 0 2,310 210 0 : : : : Changes from: June 6, 2017 : : 4,068 4,068 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 97.6 0.0 1.0 0.0 0.0 0.0 0.0 7.3 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 115,120 : : Positions : : 91,378 14,772 5,364 85,846 6,535 0 0 0 2,282 0 0 : : : : Changes from: June 6, 2017 : : 549 -456 -301 2,338 359 0 0 0 248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 12.8 4.7 74.6 5.7 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 6 . 9 8 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 76,476 : : Positions : : 25,981 49,475 27,633 7,818 12,912 0 0 0 0 0 0 : : : : Changes from: June 6, 2017 : : 1,068 3,861 2,334 -245 -397 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 64.7 36.1 10.2 16.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,487,880 : : Positions : : 200,149 298,570 144,341 73,131 186,907 280,486 198,368 309,275 92,971 179,395 198,725 : : : : Changes from: June 6, 2017 : : -36,239 -34,357 -2,899 -2,045 19,622 -5,091 10,241 -18,357 8,870 -5,086 -12,087 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 20.1 9.7 4.9 12.6 18.9 13.3 20.8 6.2 12.1 13.4 : : : : Number of Traders in Each Category Total Traders: 338 : : 39 34 24 11 29 68 61 78 83 39 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 621,428 : : Positions : : 120,623 119,071 20,846 80,242 191,109 75,352 4,904 70,774 14,714 31,915 120,188 : : : : Changes from: June 6, 2017 : : 6,436 3,141 -4,973 57 5,136 5,278 1,294 3,757 -857 1,529 5,207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 19.2 3.4 12.9 30.8 12.1 0.8 11.4 2.4 5.1 19.3 : : : : Number of Traders in Each Category Total Traders: 138 : : 39 33 6 17 22 29 8 28 20 18 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 412,941 : : Positions : : 141,408 78,157 4,152 103,095 39,752 15,711 10,620 13,208 162,850 137,007 21,383 : : : : Changes from: June 6, 2017 : : -335 -8,381 1,446 1,423 -1,372 129 206 23 -5,192 3,589 3,735 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 18.9 1.0 25.0 9.6 3.8 2.6 3.2 39.4 33.2 5.2 : : : : Number of Traders in Each Category Total Traders: 79 : : 25 28 . 12 14 5 4 7 14 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 134,455 : : Positions : : 29,508 16,197 31,885 13,899 23,718 2,938 27,376 10,661 9,372 23,062 10,875 : : : : Changes from: June 6, 2017 : : -3,390 3,127 415 -3,723 3,990 9 -2,536 3,226 -299 269 725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 12.0 23.7 10.3 17.6 2.2 20.4 7.9 7.0 17.2 8.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 11 12 10 . 12 4 7 6 . 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 53,777 : : Positions : : 9,276 5,739 84 0 206 1,945 7,546 21,787 2,723 725 17,655 : : : : Changes from: June 6, 2017 : : 791 294 56 0 95 337 872 -841 0 44 1,064 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.2 10.7 0.2 0.0 0.4 3.6 14.0 40.5 5.1 1.3 32.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 7 7 . 0 . 4 5 9 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 174,671 : : Positions : : 24,794 23,656 5,758 634 81,230 1,059 6,035 15,514 5,396 6,566 40,501 : : : : Changes from: June 6, 2017 : : 2,826 3,831 -383 -606 2,410 446 1,265 -523 763 -794 5,787 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.2 13.5 3.3 0.4 46.5 0.6 3.5 8.9 3.1 3.8 23.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 5 6 5 . 8 4 . 6 13 . 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,276,370 : : Positions : : 286,692 213,349 82,355 840,276 114,610 150,777 7,401 43,389 545,339 10,718 28,082 : : : : Changes from: June 6, 2017 : : 5,153 493 -760 4,786 142 364 1,724 -168 1,846 379 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 16.7 6.5 65.8 9.0 11.8 0.6 3.4 42.7 0.8 2.2 : : : : Number of Traders in Each Category Total Traders: 85 : : 29 27 . 16 13 7 . 6 15 7 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 251,912 : : Positions : : 49,066 37,275 142,860 111,754 21,901 2,958 18,722 13,794 5,749 31,560 12,896 : : : : Changes from: June 6, 2017 : : 2,870 14 726 -365 97 0 2,440 1,645 -752 333 2,811 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 14.8 56.7 44.4 8.7 1.2 7.4 5.5 2.3 12.5 5.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 15 19 15 5 12 5 5 8 5 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 22,209 : : Positions : : 20,898 8,436 389 11,110 0 0 0 0 512 2,184 208 : : : : Changes from: June 6, 2017 : : 310 47 138 -27 0 0 0 0 126 596 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 38.0 1.8 50.0 0.0 0.0 0.0 0.0 2.3 9.8 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 20 . 6 0 0 0 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 102,836 : : Positions : : 75,395 81,643 8,272 9,634 7,636 5,630 112 629 2,805 1,512 1,390 : : : : Changes from: June 6, 2017 : : 1,060 1,967 1,188 -3 -586 -123 43 -35 -214 52 514 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 79.4 8.0 9.4 7.4 5.5 0.1 0.6 2.7 1.5 1.4 : : : : Number of Traders in Each Category Total Traders: 100 : : 49 50 6 7 9 . . 4 11 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 77,440 : : Positions : : 45,437 59,323 8,929 5,819 7,715 2,533 400 830 11,810 2,702 0 : : : : Changes from: June 6, 2017 : : 204 134 0 50 0 -30 25 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 76.6 11.5 7.5 10.0 3.3 0.5 1.1 15.3 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 19 24 4 . 4 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 36,689 : : Positions : : 33,199 24,863 0 7,161 1,588 0 25 35 1,133 1,645 657 : : : : Changes from: June 6, 2017 : : 764 817 0 442 -26 -90 25 35 520 -78 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 67.8 0.0 19.5 4.3 0.0 0.1 0.1 3.1 4.5 1.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 27 31 0 7 6 0 . . 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 9,511 : : Positions : : 5,420 4,648 2,587 2,954 110 0 0 0 926 127 301 : : : : Changes from: June 6, 2017 : : 12 27 0 0 0 0 0 0 32 97 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 48.9 27.2 31.1 1.2 0.0 0.0 0.0 9.7 1.3 3.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 . 5 . 0 0 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 13, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 15,965 : : Positions : : 13,594 8,182 393 6,239 57 0 0 0 789 697 329 : : : : Changes from: June 6, 2017 : : 733 488 15 191 30 0 0 0 1 45 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 51.2 2.5 39.1 0.4 0.0 0.0 0.0 4.9 4.4 2.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 14 . 4 . 0 0 0 5 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 16, 2017